Changeset 9b1d2fb in tol
- Timestamp:
- Mar 30, 2010, 9:53:17 AM (17 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 3d4cec7
- Parents:
- 75e0fdd
- Location:
- doc/modeling/BSR
- Files:
-
- 2 edited
-
BSR_Bayesian_Sparse_Regression.pdf (modified) (previous)
-
BSR_P1_S4_Bloque_ARIMA.lyx (modified) (19 diffs)
Legend:
- Unmodified
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doc/modeling/BSR/BSR_P1_S4_Bloque_ARIMA.lyx
r75e0fdd r9b1d2fb 1 #LyX 1. 5.3created this file. For more info see http://www.lyx.org/2 \lyxformat 2761 #LyX 1.6.1 created this file. For more info see http://www.lyx.org/ 2 \lyxformat 345 3 3 \begin_document 4 4 \begin_header … … 28 28 \hypersetup{urlbordercolor=0 0 0,pdfborder=0 0 1 [3 2]} 29 29 \end_preamble 30 \use_default_options false 31 \begin_modules 32 theorems-ams 33 \end_modules 30 34 \language spanish 31 35 \inputencoding auto … … 38 42 \font_sf_scale 100 39 43 \font_tt_scale 100 44 40 45 \graphics default 41 46 \paperfontsize default 42 47 \spacing single 48 \use_hyperref false 43 49 \papersize default 44 50 \use_geometry false … … 65 71 66 72 \begin_layout Chapter 67 \begin_inset LatexCommand label 73 \begin_inset CommandInset label 74 LatexCommand label 68 75 name "cha:El-bloque-ARIMA" 69 76 … … 115 122 116 123 \begin_layout Section 117 \begin_inset LatexCommand label 124 \begin_inset CommandInset label 125 LatexCommand label 118 126 name "sub:ArmaBlock_Antecedentes" 119 127 … … 178 186 status open 179 187 180 \begin_layout Standard188 \begin_layout Plain Layout 181 189 Ver 182 \begin_inset LatexCommand cite 190 \begin_inset CommandInset citation 191 LatexCommand cite 183 192 key "ARMS-Gilks-Best-Tan" 184 193 … … 198 207 199 208 \begin_layout Section 200 \begin_inset LatexCommand label 209 \begin_inset CommandInset label 210 LatexCommand label 201 211 name "sec:Distribución-condicionada-de-los-valores-iniciales-ARMA" 202 212 … … 387 397 388 398 \begin_layout Section 389 \begin_inset LatexCommand label 399 \begin_inset CommandInset label 400 LatexCommand label 390 401 name "sec:Distribución-condicionada-de-los-parámetros-ARMA" 391 402 … … 481 492 482 493 \begin_layout Subsection 483 \begin_inset LatexCommand label 494 \begin_inset CommandInset label 495 LatexCommand label 484 496 name "sub:Dominio-de-estacionariedad" 485 497 … … 549 561 status open 550 562 551 \begin_layout Standard563 \begin_layout Plain Layout 552 564 \begin_inset Caption 553 565 554 \begin_layout Standard 555 \begin_inset LatexCommand label 566 \begin_layout Plain Layout 567 \begin_inset CommandInset label 568 LatexCommand label 556 569 name "fig:Gráfico-de-simulaciones-grado_2" 557 570 … … 613 626 Las condiciones de estacionariedad son por tanto las siguientes (ver figura 614 627 615 \begin_inset LatexCommand ref 628 \begin_inset CommandInset ref 629 LatexCommand ref 616 630 reference "fig:Gráfico-de-simulaciones-grado_2" 617 631 … … 676 690 status open 677 691 678 \begin_layout Standard692 \begin_layout Plain Layout 679 693 \begin_inset Caption 680 694 681 \begin_layout Standard 682 \begin_inset LatexCommand label 695 \begin_layout Plain Layout 696 \begin_inset CommandInset label 697 LatexCommand label 698 name "fig:Gráfico-de-simulaciones-grado_6-1" 699 700 \end_inset 701 702 703 \begin_inset Graphics 704 filename stationarity-pol-deg-6_z1.PNG 705 scale 50 706 707 \end_inset 708 709 710 \end_layout 711 712 \end_inset 713 714 El ruido AR gaussiano con el polinomio 715 \begin_inset Formula \[ 716 \begin{array}{c} 717 p\left(B\right)=1+\alpha_{1}B+\alpha_{2}B^{2}+\alpha_{3}B^{3}+\alpha_{4}B^{4}+\alpha_{5}B^{5}+\alpha_{6}B^{6}\\ 718 \alpha_{2}=0.4208976407813203\\ 719 \alpha_{3}=-0.07979027150930651\\ 720 \alpha_{4}=-0.524509273364506\\ 721 \alpha_{5}=0.1794384784972413\\ 722 \alpha_{6}=0.01042162544590616\end{array}\] 723 724 \end_inset 725 726 en 727 \begin_inset Formula $\alpha_{1}=-0.5$ 728 \end_inset 729 730 es claramente estacionario 731 \end_layout 732 733 \end_inset 734 735 736 \end_layout 737 738 \begin_layout Standard 739 \begin_inset Float figure 740 placement H 741 wide false 742 sideways false 743 status open 744 745 \begin_layout Plain Layout 746 \begin_inset Caption 747 748 \begin_layout Plain Layout 749 \begin_inset CommandInset label 750 LatexCommand label 751 name "fig:Gráfico-de-simulaciones-grado_6-2" 752 753 \end_inset 754 755 756 \begin_inset Graphics 757 filename stationarity-pol-deg-6_z2.PNG 758 scale 50 759 760 \end_inset 761 762 763 \end_layout 764 765 \end_inset 766 767 El ruido AR gaussiano con el polinomio anterior en 768 \begin_inset Formula $\alpha_{1}=+0.3$ 769 \end_inset 770 771 es claramente no estacionario 772 \end_layout 773 774 \end_inset 775 776 777 \end_layout 778 779 \begin_layout Standard 780 \begin_inset Float figure 781 placement H 782 wide false 783 sideways false 784 status open 785 786 \begin_layout Plain Layout 787 \begin_inset Caption 788 789 \begin_layout Plain Layout 790 \begin_inset CommandInset label 791 LatexCommand label 792 name "fig:Gráfico-de-simulaciones-grado_6-3" 793 794 \end_inset 795 796 797 \begin_inset Graphics 798 filename stationarity-pol-deg-6_z3.PNG 799 scale 50 800 801 \end_inset 802 803 804 \end_layout 805 806 \end_inset 807 808 El ruido AR gaussiano con el polinomio anterior en 809 \begin_inset Formula $\alpha_{1}=+0.7$ 810 \end_inset 811 812 vuelve a ser estacionario, luego el dominio de estacioanriedad es inconexo 813 \end_layout 814 815 \end_inset 816 817 818 \end_layout 819 820 \begin_layout Standard 821 \begin_inset Float figure 822 placement H 823 wide false 824 sideways false 825 status open 826 827 \begin_layout Plain Layout 828 \begin_inset Caption 829 830 \begin_layout Plain Layout 831 \begin_inset CommandInset label 832 LatexCommand label 683 833 name "fig:Gráfico-de-simulaciones-grado_3" 684 834 … … 687 837 688 838 \begin_inset Graphics 689 filename stationarity-pol-deg- 3.PNG839 filename stationarity-pol-deg-6_indicator.PNG 690 840 scale 50 691 841 … … 697 847 \end_inset 698 848 699 Gráfico de simulaciones de polinomios estacionarios de grado 3. 849 Diagrama de estacionariedad con respecto al coeficiente 850 \begin_inset Formula $\alpha_{1}$ 851 \end_inset 852 853 del polinomio de los ejemplos anteriores. 700 854 El dominio de estacionariedad no es una región conexa. 701 Fijado el coeficiente de grado 2 el de grado 3 no está delimitado en un 702 intervalo sino en la unión de dos intervalos inconexos y no se puede aplicar 703 el método ARMS 704 \end_layout 705 706 \end_inset 707 708 709 \end_layout 710 711 \begin_layout Standard 855 Fijado los coeficientes de gradso 2 al 6 no está delimitado en un intervalo 856 sino en la unión de dos intervalos inconexos y no se puede aplicar el método 857 ARMS 858 \end_layout 859 860 \end_inset 861 712 862 La razón por la que se obliga a disponer de factores de grado máximo 2 es 713 863 que la región de estacionariedad de un polinomio de grado 1 es simplemente … … 722 872 por lo que resulta bastante complicado fijar el intervalo de estacionariedad 723 873 de cada parámetro condicionado al resto (ver figura 724 \begin_inset LatexCommand ref 874 \begin_inset CommandInset ref 875 LatexCommand ref 725 876 reference "fig:Gráfico-de-simulaciones-grado_3" 726 877 … … 741 892 742 893 \begin_layout Section 743 \begin_inset LatexCommand label 894 \begin_inset CommandInset label 895 LatexCommand label 744 896 name "sub:Condicionamiento-a-los-ARMA" 745 897 … … 891 1043 892 1044 \begin_layout Subsection 893 \begin_inset LatexCommand label 1045 \begin_inset CommandInset label 1046 LatexCommand label 894 1047 name "sub:Descomposición-sintética" 895 1048 … … 1192 1345 1193 1346 \begin_layout Subsection 1194 \begin_inset LatexCommand label 1347 \begin_inset CommandInset label 1348 LatexCommand label 1195 1349 name "sub:Algoritmo-de-la-descomposición-ARMA-sintética" 1196 1350 … … 1381 1535 1382 1536 \begin_layout Subsection 1383 \begin_inset LatexCommand label 1537 \begin_inset CommandInset label 1538 LatexCommand label 1384 1539 name "sub:Algoritmo-de-filtrado ARMA sintético" 1385 1540
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